Small time asymptotics of diffusion processes

DOI10.1007/s00028-006-0247-xzbMath1113.60085arXivmath/0601350OpenAlexW2061681050MaRDI QIDQ882620

Derek W. Robinson, A. F. M. ter Elst, Adam S. Sikora

Publication date: 24 May 2007

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0601350

zbMATH Keywords

Markovian semigroupselliptic, subelliptic and degenerate elliptic operators

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) One-parameter semigroups and linear evolution equations (47D06) Heat equation (35K05) Degenerate elliptic equations (35J70) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Subelliptic equations (35H20)

Related Items (8)

Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel ⋮ Heat kernels and regularity for rough metrics on smooth manifolds ⋮ Small-time expansion for the density of a planar (quadratic) Langevin diffusion ⋮ Note on short-time behavior of semigroups associated to self-adjoint operators ⋮ FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES ⋮ Analysis of degenerate elliptic operators of Grušin type ⋮ Optimal kernel estimates for elliptic operators with second order discontinuous coefficients ⋮ A rigidity result for metric measure spaces with Euclidean heat kernel

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